This package contains data objects and tools for manipulating dates.
DayCount provides the standard
mechanism used to convert dates to fractions of a year.
data on whether a date is a holiday or business day.
provides standard rules for converting a holiday to the nearest business day,
such as 'Following', 'ModifiedFollowing' and 'Preceding'.
provides rules for adding months, such as 'LastDay' and 'LastBusinessDay'.
Tenor is used to represent
the length of time that a financial instrument takes to reach maturity.
Interface Summary Interface Description BusinessDayConventionA convention defining how to adjust a date if it falls on a day other than a business day. DateAdjusterFunctional interface that can adjust a date. DateSequenceA series of dates identified by name. DayCountA convention defining how to calculate fractions of a year. DayCount.ScheduleInfoInformation about the schedule necessary to calculate the day count. HolidayCalendarA holiday calendar, classifying dates as holidays or business days. PeriodAdditionConventionA convention defining how a period is added to a date.
Class Summary Class Description AdjustableDateAn adjustable date. AdjustableDate.MetaThe meta-bean for
BusinessDayAdjustmentAn adjustment that alters a date if it falls on a day other than a business day. BusinessDayAdjustment.BuilderThe bean-builder for
BusinessDayAdjustment.MetaThe meta-bean for
BusinessDayConventionsConstants and implementations for standard business day conventions. DateAdjustersDate adjusters that perform useful operations on
DateSequencesConstants and implementations for standard date sequences. DayCountsConstants and implementations for standard day count conventions. DaysAdjustmentAn adjustment that alters a date by adding a period of days. DaysAdjustment.BuilderThe bean-builder for
DaysAdjustment.MetaThe meta-bean for
HolidayCalendarIdAn identifier for a holiday calendar. HolidayCalendarIdsIdentifiers for common holiday calendars. HolidayCalendarsConstants and implementations for standard holiday calendars. ImmutableHolidayCalendarAn immutable holiday calendar implementation. ImmutableHolidayCalendar.MetaThe meta-bean for
PeriodAdditionConventionsConstants and implementations for standard period addition conventions. PeriodAdjustmentAn adjustment that alters a date by adding a period of calendar days, months and years. PeriodAdjustment.BuilderThe bean-builder for
PeriodAdjustment.MetaThe meta-bean for
TenorA tenor indicating how long it will take for a financial instrument to reach maturity. TenorAdjustmentAn adjustment that alters a date by adding a tenor. TenorAdjustment.BuilderThe bean-builder for
TenorAdjustment.MetaThe meta-bean for